A scalable quasi-Newton estimation algorithm for dynamic generalised linear models-Reference-Cited by-同舟云学术

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A scalable quasi-Newton estimation algorithm for dynamic generalised linear models

Published:2022-06-10 Issue:4 Volume:34 Page:917-939
ISSN:1048-5252
Container-title:Journal of Nonparametric Statistics
language:en
Short-container-title:Journal of Nonparametric Statistics

Author:

Guo Guangbao¹^ORCID,Qian Guoqi²,Zhu Lixing³

Affiliation:

1. Department of Statistics, Shandong University of Technology, Zibo, People's Republic of China

2. School of Mathematics and Statistics, University of Melbourne, Melbourne, Australia

3. Center for Statistics and Data Science, Beijing Normal University, Zhuhai, People's Republic of China

Funder

NSFC

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/10485252.2022.2085263

Reference22 articles.

1. Handbook of Markov Chain Monte Carlo

2. On Dynamic Generalized Linear Models with Applications

3. Posterior Mode Estimation by Extended Kalman Filtering for Multivariate Dynamic Generalized Linear Models

4. Penalized likelihood estimation and iterative Kalman smoothing for non-Gaussian dynamic regression models

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